E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	1,165.25	1,174.75	9.50	0.8%	1,143.25
High	1,181.00	1,180.75	-0.25	0.0%	1,164.00
Low	1,164.25	1,162.50	-1.75	-0.2%	1,127.00
Close	1,174.25	1,173.50	-0.75	-0.1%	1,160.50
Range	16.75	18.25	1.50	9.0%	37.00
ATR	16.46	16.59	0.13	0.8%	0.00
Volume	2,151,277	2,400,134	248,857	11.6%	9,722,421

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,227.00	1,218.50	1,183.50
R3	1,208.75	1,200.25	1,178.50
R2	1,190.50	1,190.50	1,176.75
R1	1,182.00	1,182.00	1,175.25	1,177.00
PP	1,172.25	1,172.25	1,172.25	1,169.75
S1	1,163.75	1,163.75	1,171.75	1,159.00
S2	1,154.00	1,154.00	1,170.25
S3	1,135.75	1,145.50	1,168.50
S4	1,117.50	1,127.25	1,163.50

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,261.50	1,248.00	1,180.75
R3	1,224.50	1,211.00	1,170.75
R2	1,187.50	1,187.50	1,167.25
R1	1,174.00	1,174.00	1,164.00	1,180.75
PP	1,150.50	1,150.50	1,150.50	1,154.00
S1	1,137.00	1,137.00	1,157.00	1,143.75
S2	1,113.50	1,113.50	1,153.75
S3	1,076.50	1,100.00	1,150.25
S4	1,039.50	1,063.00	1,140.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,181.00	1,145.50	35.50	3.0%	15.50	1.3%	79%	False	False	1,885,759
10	1,181.00	1,127.00	54.00	4.6%	15.75	1.4%	86%	False	False	1,925,352
20	1,181.00	1,117.00	64.00	5.5%	16.75	1.4%	88%	False	False	1,967,467
40	1,181.00	1,032.50	148.50	12.7%	17.25	1.5%	95%	False	False	1,268,084
60	1,181.00	1,032.50	148.50	12.7%	17.50	1.5%	95%	False	False	846,354
80	1,181.00	998.75	182.25	15.5%	18.75	1.6%	96%	False	False	635,389
100	1,181.00	998.75	182.25	15.5%	20.00	1.7%	96%	False	False	508,350
120	1,206.25	998.75	207.50	17.7%	21.75	1.9%	84%	False	False	423,646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,258.25
2.618	1,228.50
1.618	1,210.25
1.000	1,199.00
0.618	1,192.00
HIGH	1,180.75
0.618	1,173.75
0.500	1,171.50
0.382	1,169.50
LOW	1,162.50
0.618	1,151.25
1.000	1,144.25
1.618	1,133.00
2.618	1,114.75
4.250	1,085.00

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	1,173.00	1,171.00
PP	1,172.25	1,168.75
S1	1,171.50	1,166.50

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These figures are updated between 7pm and 10pm EST after a trading day.

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